+209.4%
IEFA vs SPXS
-99.9%
+309.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.4% |
| 7D | -2.4% | +6.4% | -8.8% | -0.7% |
| 30D | -2.1% | +6.0% | -8.1% | -0.4% |
| 3M | +5.5% | -11.6% | +17.2% | +2.6% |
| 6M | +8.1% | -28.7% | +36.8% | +0.1% |
| YTD | +11.9% | -26.3% | +38.2% | +5.0% |
| 1Y | +18.1% | -34.9% | +53.0% | +7.7% |
| 3Y | +65.5% | -79.5% | +144.9% | +18.1% |
| 5Y | +50.1% | -85.9% | +136.0% | +8.7% |
| 10Y | +144.2% | -99.5% | +243.8% | -14.7% |
| All | +209.4% | -99.9% | +309.4% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling